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In this paper, we consider a framework adapting the notion of cointegration when two asset prices are generated by a driftless It\^{o}-semimartingale featuring jumps with infinite activity, observed regularly and synchronously at high…

统计金融 · 定量金融 2021-03-24 Simon Clinet , Yoann Potiron

Topological data analysis based on persistent homology has been applied to the molecular dynamics simulation for the fast ion-conducting phase ($\alpha$-phase) of AgI, to show its effectiveness on the ion-migration mechanism…

材料科学 · 物理学 2023-04-26 Ryuhei Sato , Kazuto Akagi , Shigeyuki Takagi , Kartik Sau , Kazuaki Kisu , Hao Li , Shin-ichi Orimo

We provide a short introduction to the field of topological data analysis and discuss its possible relevance for the study of complex systems. Topological data analysis provides a set of tools to characterise the shape of data, in terms of…

数据分析、统计与概率 · 物理学 2018-12-05 Vsevolod Salnikov , Daniele Cassese , Renaud Lambiotte

Time has entered the domain of topological phases in the field of non-Hermitian physics. Previous studies have relied on periodic modulation in time to make an intuitive connection to established spatial topological invariants, albeit with…

In this work we study the topological properties of temporal hypergraphs. Hypergraphs provide a higher dimensional generalization of a graph that is capable of capturing multi-way connections. As such, they have become an integral part of…

计算几何 · 计算机科学 2023-02-07 Audun Myers , Cliff Joslyn , Bill Kay , Emilie Purvine , Gregory Roek , Madelyn Shapiro

Measuring the topological overlap of two graphs becomes important when assessing the changes between temporally adjacent graphs in a time-evolving network. Current methods depend on the fraction of nodes that have persisting edges. This…

物理与社会 · 物理学 2014-03-06 Fiona Pigott , Mauricio Rene Herrera Marin

By their nature it is difficult to differentiate chaotic dynamical systems through measurement. In recent years, work has begun on using methods of Topological Data Analysis (TDA) to qualitatively type dynamical data by approximating the…

Topological data analysis can extract effective information from higher-dimensional data. Its mathematical basis is persistent homology. The persistent homology can calculate topological features at different spatiotemporal scales of the…

代数拓扑 · 数学 2023-09-29 Dinghua Shi , Zhifeng Chen , Chuang Ma , Guanrong Chen

We present Euler Characteristic Surfaces as a multiscale spatiotemporal topological summary of time series data encapsulating the topology of the system at different time instants and length scales. Euler Characteristic Surfaces with an…

其他凝聚态物理 · 物理学 2024-08-20 Anamika Roy , Atish J. Mitra , Tapati Dutta

Qualitative methods such as the linear sampling method and the factorization method reconstruct acoustic scatterers through sampling indicators. In practice, these indicators are gray-scale fields on a prescribed sampling window and a…

数值分析 · 数学 2026-05-21 Xiaomei Yang , Jiaying Jia , Zhiliang Deng

We introduce a method of time series analysis for two-dimensional transient flow patterns based on Topological Flow Data Analysis (TFDA), a new approach to topological data analysis. TFDA identifies local topological flow structures from an…

流体动力学 · 物理学 2026-04-14 Takashi Sakajo , Takeshi Matsumoto , Shizuo Kaji , Tomoo Yokoyama , Tomoki Uda

Natural data offer a hard challenge to data analysis. One set of tools is being developed by several teams to face this difficult task: Persistent topology. After a brief introduction to this theory, some applications to the analysis and…

代数拓扑 · 数学 2017-08-21 Massimo Ferri

We present a method for enhancing the cross-correlation of gravitational wave signals eventually present in data streams containing otherwise uncorrelated noise. Such method makes use of the wavelet decomposition to cast the…

广义相对论与量子宇宙学 · 物理学 2009-05-28 R. Terenzi , R. Sturani

Revealing the structural features of a complex system from the observed collective dynamics is a fundamental problem in network science. In order to compute the various topological descriptors commonly used to characterize the structure of…

数据分析、统计与概率 · 物理学 2021-02-16 Sebastian Raimondo , Manlio De Domenico

One of the paramount challenges in neuroscience is to understand the dynamics of individual neurons and how they give rise to network dynamics when interconnected. Historically, researchers have resorted to graph theory, statistics, and…

神经元与认知 · 定量生物学 2019-02-08 Jean-Baptiste Bardin , Gard Spreemann , Kathryn Hess

Over the past two decades, complex network theory provided the ideal framework for investigating the intimate relationships between the topological properties characterizing the wiring of connections among a system's unitary components and…

There are few studies that look closely at how the topology of the Internet evolves over time; most focus on snapshots taken at a particular point in time. In this paper, we investigate the evolution of the topology of the Autonomous…

网络与互联网体系结构 · 计算机科学 2012-02-20 Benjamin Edwards , Steven Hofmeyr , George Stelle , Stephanie Forrest

Topological Data Analysis (TDA) is an emergent field that aims to discover topological information hidden in a dataset. TDA tools have been commonly used to create filters and topological descriptors to improve Machine Learning (ML)…

机器学习 · 计算机科学 2022-02-07 Rolando Kindelan , José Frías , Mauricio Cerda , Nancy Hitschfeld

Interacting, self-propelled particles such as epithelial cells can dynamically self-organize into complex multicellular patterns, which are challenging to classify without a priori information. Classically, different phases and phase…

定量方法 · 定量生物学 2021-01-19 Dhananjay Bhaskar , William Y. Zhang , Ian Y. Wong

'Big' high-dimensional data are commonly analyzed in low-dimensions, after performing a dimensionality-reduction step that inherently distorts the data structure. For the same purpose, clustering methods are also often used. These methods…

机器学习 · 统计学 2019-02-20 Tom Lorimer , Karlis Kanders , Ruedi Stoop